VTV vs. BAC
VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index, while BAC (Bank of America Corporation) is a stock. Over the past 10 years, VTV returned 12.78%/yr vs 18.19%/yr for BAC. A 0.71 correlation means they provide meaningful diversification when combined.
Performance
VTV vs. BAC - Performance Comparison
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Returns By Period
In the year-to-date period, VTV achieves a 14.29% return, which is significantly higher than BAC's 3.72% return. Over the past 10 years, VTV has underperformed BAC with an annualized return of 12.78%, while BAC has yielded a comparatively higher 18.19% annualized return.
VTV
- 1D
- 0.93%
- 1M
- 4.18%
- YTD
- 14.29%
- 6M
- 13.99%
- 1Y
- 26.89%
- 3Y*
- 18.16%
- 5Y*
- 11.76%
- 10Y*
- 12.78%
BAC
- 1D
- 2.31%
- 1M
- 13.82%
- YTD
- 3.72%
- 6M
- 3.46%
- 1Y
- 29.23%
- 3Y*
- 27.43%
- 5Y*
- 8.79%
- 10Y*
- 18.19%
VTV vs. BAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTV Vanguard Value ETF | 14.29% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
BAC Bank of America Corporation | 3.72% | 28.04% | 33.85% | 4.83% | -23.82% | 49.61% | -11.63% | 46.19% | -15.00% | 35.69% |
Correlation
The correlation between VTV and BAC is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.71 |
The correlation between VTV and BAC shifts across timeframes, from 0.60 (1 year) to 0.72 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
VTV vs. BAC — Risk / Return Rank
VTV
BAC
VTV vs. BAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and Bank of America Corporation (BAC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VTV | BAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.24 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.25 | 1.64 | +2.62 |
| Martin ratioReturn relative to average drawdown | 16.04 | 4.21 | +11.82 |
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Drawdowns
VTV vs. BAC - Drawdown Comparison
The maximum VTV drawdown since its inception was -59.27%, smaller than the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for VTV and BAC.
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Drawdown Indicators
| VTV | BAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -93.10% | +33.83% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | -17.93% | +11.58% |
Max Drawdown (3Y)Largest decline over 3 years | -14.52% | -27.51% | +12.99% |
Max Drawdown (5Y)Largest decline over 5 years | -17.04% | -46.64% | +29.60% |
Max Drawdown (10Y)Largest decline over 10 years | -36.78% | -48.95% | +12.17% |
Current DrawdownCurrent decline from peak | 0.00% | -0.36% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -28.30% | +20.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 6.96% | -5.28% |
Volatility
VTV vs. BAC - Volatility Comparison
The current volatility for Vanguard Value ETF (VTV) is 3.34%, while Bank of America Corporation (BAC) has a volatility of 5.49%. This indicates that VTV experiences smaller price fluctuations and is considered to be less risky than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTV | BAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 5.49% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 16.57% | -8.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.38% | 21.62% | -11.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 26.89% | -12.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 30.68% | -14.00% |
Dividends
VTV vs. BAC - Dividend Comparison
VTV's dividend yield for the trailing twelve months is around 1.83%, less than BAC's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.72% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
VTV Vanguard Value ETF | 1.83% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
VTV and BAC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAC has higher volatility (5.49%) compared to VTV (3.34%). In terms of maximum drawdown, VTV dropped -59.27% vs BAC's -93.10%.
VTV currently has the higher Sharpe Ratio (2.61 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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